About the emotional side of things, here is a story on my first kill, it was a small black bear:
This was the first animal I was successful at hunting and only 1 year after my stroke! It was an amazing experience. It was the fourth bear that I saw while hunting. The first bear that came in was an enormous bear, he never presented a clear shot. The second and third bears were a mother bear and her cub. It was so fun to watch them interact with each other. This bear came in and tried to climb my tree so I scared it away and it came back after a while and presented me with a clear shot, so I took it. This experience was amazing, I can't even describe the emotions that I felt through the entire hunt. I feel a special connection with the forest now and with the life that exists there. Hunting gave me an opportunity to not only be with nature but to be a part of it and fear it and enjoy it and be in awe of its beauty. This experience made me feel closer to nature than all of my other outdoor experiences. I will always feel a special connection to the forest every time I enter them. It was nice to be able to watch the bears for a while, usually while in the woods if you see a bear, it is only a short look. I feel lucky that I got to watch then interact naturally with their environment, watching the mother with her cub was really touching, the mother was constantly communicating with the cub and making very interesting sounds i never knew bears made. I will always treasure this experience and look forward to having more.
About the grocery vs. wild: I feel better about eating what I know is safe and how it lived and was handled unlike grocery meat that is hormone injected and who knows how it was treated and handled. Deer is half the fat of beef, double the protein and iron (important for us gals especially).
If I was an animal I would rather die from a hunter than natural causes. A quick death is better than starving to death, disease (mange for coyotes would be awful). I wouldn't want to freeze, get eaten alive by a predator, etc. There is no such thing as a peaceful death in nature, only a hunter can give that.
Those that say hunting is murder are just saying it, they aren't thinking clearly. What has more impact on the environment, me going in the back yard and taking a deer with my crossbow or them buying tofu at the store where it had to be driven there from a processing plant which was driven or flown there from a large field of soy beans that destroyed a large area of habitat and may have killed animals in the process. At least I know exactly where my food comes from and how it was transported to me.
To decide about what animal you want to hunt first, why don't you research that animal and learn everything you can about it. It may be good to start small. Grouse opens before deer so perhaps if you shoot a grouse, you will get a better idea about how you feel.
I hope you enjoy you time spent hunting and get some healthy eating from it!